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Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
11
Impact Factor
0.27
5 Years IF
0.11
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.13 0 0 4 4 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 2 6 0 0 4 4 0 0 0.06
1992 0 0.1 0.11 0 12 18 11 2 2 6 6 0 2 0.17 0.07
1993 0 0.13 0 0 10 28 19 2 14 18 0 0 0.07
1994 0.05 0.13 0.07 0.04 0 28 0 2 4 22 1 28 1 0 0 0.06
1995 0.1 0.19 0.06 0.04 8 36 0 2 6 10 1 28 1 0 0 0.09
1996 0 0.22 0.08 0.06 12 48 1 4 10 8 32 2 0 0 0.12
1997 0 0.23 0.05 0.05 17 65 17 3 13 20 42 2 0 0 0.12
1998 0.03 0.24 0.09 0.09 10 75 3 7 20 29 1 47 4 0 0 0.15
1999 0.15 0.32 0.08 0.09 2 77 0 6 26 27 4 47 4 0 0 0.21
2000 0 0.47 0.12 0.04 22 99 22 12 38 12 49 2 1 8.3 4 0.18 0.2
2001 0.13 0.4 0.05 0.06 12 111 156 6 44 24 3 63 4 0 1 0.08 0.22
2002 0.21 0.41 0.08 0.11 7 118 2 8 53 34 7 63 7 0 0 0.23
2003 0.16 0.42 0.05 0.08 12 130 106 6 59 19 3 53 4 2 33.3 0 0.24
2004 0.11 0.47 0.16 0.24 6 136 1 21 81 19 2 55 13 5 23.8 1 0.17 0.27
2005 0.06 0.49 0.13 0.2 10 146 30 19 100 18 1 59 12 5 26.3 0 0.29
2006 0 0.48 0.17 0.36 13 159 23 27 127 16 47 17 6 22.2 3 0.23 0.27
2007 0.26 0.41 0.16 0.19 10 169 9 27 154 23 6 48 9 8 29.6 0 0.22
2008 0.09 0.46 0.15 0.1 2 171 0 25 179 23 2 51 5 1 4 0 0.23
2009 0.08 0.43 0.14 0.15 12 183 9 26 205 12 1 41 6 2 7.7 1 0.08 0.23
2010 0.29 0.37 0.13 0.17 5 188 0 24 230 14 4 47 8 2 8.3 0 0.2
2011 0.12 0.47 0.07 0.14 7 195 0 13 243 17 2 42 6 1 7.7 0 0.25
2012 0 0.5 0.12 0 6 201 0 23 267 12 36 0 0 0.26
2013 0 0.52 0.09 0 21 222 12 18 286 13 32 1 5.6 0 0.24
2014 0.19 0.54 0.08 0.1 18 240 9 20 306 27 5 51 5 3 15 0 0.28
2015 0.18 0.54 0.19 0.12 6 246 8 46 352 39 7 57 7 0 0 0.28
2016 0.33 0.57 0.17 0.14 3 249 2 43 395 24 8 58 8 0 0 0.29
2017 0.44 0.58 0.18 0.11 6 255 0 47 442 9 4 54 6 2 4.3 1 0.17 0.28
2018 0.11 0.6 0.12 0.06 5 260 2 32 474 9 1 54 3 0 0 0.31
2019 0.27 0.65 0.15 0.11 5 265 2 39 513 11 3 38 4 1 2.6 1 0.2 0.38
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12001Semiparametric Fractional Cointegration Analysis. (2001). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:420.

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91
22003Estimation of Semiparametric Models when the Criterion Function is not Smooth. (2003). LINTON, OLIVER ; Chen, Xiaohong ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:450.

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78
32001Narrow-Band Analysis of Nonstationary Processes. (2001). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:421.

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50
42005A Parametric Bootstrap Test for Cycles. (2005). Dalla, Violetta ; Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:486.

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17
51993Estimation and Testing of Stochastic Variance Models. (1993). Shephard, Neil ; Harvey, Andrew. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:268.

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16
61993Estimation and Testing of Stochastic Variance Models. (1993). Harvey, Andrew C ; Shephard, N. G.. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1993/268.

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15
72001The Memory of Stochastic Volatility Models. (2001). Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:410.

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15
82001Gaussian Estimation of Parametric Spectral Density with Unknown Pole. (2001). Giraitis, Liudas ; Robinson, Peter M ; Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:424.

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14
92003Cointegration in Fractional Systems with Unkown Integration Orders. (2003). Hualde, Javier ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:449.

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14
102006Consistent estimation of the memory parameterfor nonlinear time series. (2006). Giraitis, Liudas ; Dalla, Violetta ; Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/06/497.

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14
112003An Alternative Bootstrap to Moving Blocks for Time Series Regression Models. (2003). Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:452.

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13
121997Beta Convergence. (1997). Michelacci, C ; Zaffaroni, Paolo. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:332.

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10
132005Distribution Free Goodness-of-Fit Tests for Linear Processes. (2005). Velasco, Carlos ; Delgado, Miguel A. ; Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:482.

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10
142000The Averaged Periodogram for Nonstationary Vector Time Series. (2000). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:408.

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9
152013Series Estimation under Cross-sectional Dependence. (2013). Lee, Jungyoon ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2013/570.

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9
162013Series Estimation under Cross-sectional Dependence. (2013). Lee, Jungyoon ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:570.

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8
172007Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns. (2007). LINTON, OLIVER ; Connor, Gregory ; Hagmann, Matthias . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:524.

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7
181997Some Practical Issues in Maximum Simulated Likelihood. (1997). Hajivassiliou, V A. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:340.

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6
191992Exact Score for Time Series Models in State Space Form (Now published in Biometrika (1992), 79, 4, pp.283-6.). (1992). Shephard, N. G.. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1992/241.

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6
201992Exact Score for Time Series Models in State Space Form (Now published in Biometrika (1992), 79, 4, pp.283-6.). (1992). Shephard, Neil ; Koopman, Siem Jan. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:241.

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6
212014Empirical Likelihood for Random Sets. (2014). Adusumilli, Karun. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2014/574.

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4
222001Finite Sample Improvement in Statistical Inference with I(1) Processes. (2001). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:422.

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4
231993Galtons Fallacy and Tests of the Convergence Hypothesis (Now published in Scandinavian Journal of Economics 95 (4), 1993, pp.427-443.). (1993). Quah, Danny . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/1993/265.

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4
242015Bootstrap inference of matching estimators for average treatment effects. (2015). Otsu, Taisuke ; Rai, Yoshiyasu. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2015/580.

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4
252005Semiparametric Estimation for Stationary Processes whose Spectra have an Unknown Pole. (2005). Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:481.

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4
262006Consistent estimation of the memory parameterfor nonlinear time series. (2006). Dalla, Violetta ; Hidalgo, Javier ; Giraitis, Liudas. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:497.

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4
272009Nonparametric Estimation of a Polarization Measure. (2009). Whang, Yoon-Jae ; LINTON, OLIVER ; Anderson, Gordon. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:534.

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4
282006Conditional-Sum-of-Squares Estimation ofModels for Stationary Time Series with Long Memory. (2006). Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:505.

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4
292003Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators. (2003). LINTON, OLIVER ; Ichimura, Hidehiko. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:451.

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3
302018Nonparametric Estimation of Additive Model with Errors-in-Variables. (2018). Otsu, Taisuke ; Dong, Hao. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:600.

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3
312014Dynamic Panels with Threshold Effect and Endogeneity. (2014). Seo, Myunghwan ; Shin, Yongcheol. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2014/577.

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3
322014Dynamic Panels with Threshold Effect and Endogeneity. (2014). shin, yongcheol ; Seo, Myunghwan . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:577.

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3
331998Alternative Forms of Fractional Brownian Motion - (Now published in Journal of Statistical Planning and Inference, 80 (1999), pp.111-122.). (1998). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:354.

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3
342006Instrumental Variables Estimation of Stationaryand Nonstationary Cointegrating Regressions. (2006). Gerolimetto, Margherita ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:500.

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3
352000Semi-Parametric Indirect Inference. (2000). Renault, Eric ; Dridi, Ramdan . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:392.

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3
362007Inference about Realized Volatility using Infill Subsampling. (2007). LINTON, OLIVER ; Kalnina, Ilze. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:523.

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3
372015Nonparametric instrumental regression with errors in variables. (2015). Otsu, Taisuke ; Adusumilli, Karun. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2015/585.

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2
382009Large-Sample Inference on SpatialDependence. (2009). Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:533.

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2
392013Testing for equality of an increasing number of spectral density functions. (2013). Hidalgo, Javier ; Souza, Pedro . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2013/563.

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2
402005The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives. (2005). Nishiyama, Yoshihiko ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:483.

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2
412000Simulated Asymptotic Least Squares Theory. (2000). Dridi, Ramdan . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:396.

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2
422000Whittle Estimation of ARCH Models. (2000). Giraitis, Liudas ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:406.

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2
432015Pooling data across markets in dynamic Markov games. (2015). Pesendorfer, Martin ; Otsu, Taisuke ; Takahashi, Yuya . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2015/582.

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2
442016Likelihood inference on semiparametric models with generated regressors. (2016). Otsu, Taisuke ; Matsushita, Yukitoshi. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:587.

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2
452006ROOT-N-CONSISTENT ESTIMATION OF WEAKFRACTIONAL COINTEGRATION. (2006). Hualde, Javier ; Robinson, A. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/06/499.

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2
462019On the uniform convergence of deconvolution estimators from repeated measurements. (2019). Otsu, Taisuke ; Kurisu, Daisuke. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:604.

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2
472000Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income. (2000). Gil-Alaa, L A ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:402.

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2
481996Multivariate Structural Time Series Models - (Now published in System Dynamics in Economic and Financial Models, CHeij, H Schumacher, B Hanzon and C Praagman (eds.) John Wiley & Sons, Chichester (1997. (1996). Koopman, Siem Jan ; Harvey, Andrew. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:307.

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2
492002Consistent Order Selection with Strongly Dependent Data and its Application to Efficient Estimation. (2002). Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:430.

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2
502014Regularization for Spatial Panel Time Series Using the Adaptive LASSO. (2014). Souza, Pedro ; Lam, Clifford. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:578.

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2
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12003Estimation of Semiparametric Models when the Criterion Function is not Smooth. (2003). LINTON, OLIVER ; Chen, Xiaohong ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:450.

Full description at Econpapers || Download paper

30
22003Cointegration in Fractional Systems with Unkown Integration Orders. (2003). Hualde, Javier ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:449.

Full description at Econpapers || Download paper

8
32001Semiparametric Fractional Cointegration Analysis. (2001). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:420.

Full description at Econpapers || Download paper

7
42001Narrow-Band Analysis of Nonstationary Processes. (2001). Marinucci, D ; Robinson, Peter M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:421.

Full description at Econpapers || Download paper

4
52003Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators. (2003). LINTON, OLIVER ; Ichimura, Hidehiko. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:451.

Full description at Econpapers || Download paper

3
62005A Parametric Bootstrap Test for Cycles. (2005). Dalla, Violetta ; Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:486.

Full description at Econpapers || Download paper

3
72018Nonparametric Estimation of Additive Model with Errors-in-Variables. (2018). Otsu, Taisuke ; Dong, Hao. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:600.

Full description at Econpapers || Download paper

3
82019On the uniform convergence of deconvolution estimators from repeated measurements. (2019). Otsu, Taisuke ; Kurisu, Daisuke. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:604.

Full description at Econpapers || Download paper

2
92000Semi-Parametric Indirect Inference. (2000). Renault, Eric ; Dridi, Ramdan . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:392.

Full description at Econpapers || Download paper

2
102007Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns. (2007). LINTON, OLIVER ; Connor, Gregory ; Hagmann, Matthias . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:524.

Full description at Econpapers || Download paper

2
112005Distribution Free Goodness-of-Fit Tests for Linear Processes. (2005). Velasco, Carlos ; Delgado, Miguel A. ; Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:482.

Full description at Econpapers || Download paper

2
122001Gaussian Estimation of Parametric Spectral Density with Unknown Pole. (2001). Giraitis, Liudas ; Robinson, Peter M ; Hidalgo, Javier. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:424.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 3
YearTitle
2019Average Derivative Estimation Under Measurement Error. (2019). Otsu, Taisuke ; Dong, Hao ; Taylor, Luke. In: Departmental Working Papers. RePEc:smu:ecowpa:1901.

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2019Average derivative estimation under measurement error. (2019). Otsu, Taisuke ; Taylor, Luke ; Dong, Hao. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:602.

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2019Estimation of Varying Coefficient Models with Measurement Error. (2019). Dong, Hao ; Taylor, Luke ; Otsu, Taisuke. In: Departmental Working Papers. RePEc:smu:ecowpa:1905.

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Recent citations
Recent citations received in 2019

YearCiting document
2019Estimation of Varying Coefficient Models with Measurement Error. (2019). Dong, Hao ; Taylor, Luke ; Otsu, Taisuke. In: Departmental Working Papers. RePEc:smu:ecowpa:1905.

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Recent citations received in 2018

YearCiting document

Recent citations received in 2016

YearCiting document